+214.8%
SAP vs ALLY
+189.4%
+25.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.7% |
| 7D | -0.7% | +0.9% | -1.6% | -0.9% |
| 30D | +11.1% | +3.1% | +8.0% | +10.2% |
| 3M | +17.0% | -12.6% | +29.6% | +21.1% |
| 6M | +34.8% | -12.4% | +47.3% | +39.1% |
| YTD | -2.2% | -13.2% | +10.9% | +0.6% |
| 1Y | -6.4% | +1.8% | -8.3% | -7.8% |
| 3Y | +75.1% | +58.0% | +17.2% | +49.2% |
| 5Y | +69.8% | -8.4% | +78.3% | +62.1% |
| All | +214.8% | +189.4% | +25.5% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling